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The ubiquity of implicit feedback makes them the default choice to build online recommender systems. While the large volume of implicit feedback alleviates the data sparsity issue, the downside is that they are not as clean in reflecting the actual satisfaction of users. For example, in E-commerce, a large portion of clicks do not translate to purchases, and many purchases end up with negative reviews. As such, it is of critical importance to account for the inevitable noises in implicit feedback for recommender training. However, little work on recommendation has taken the noisy nature of implicit feedback into consideration. In this work, we explore the central theme of denoising implicit feedback for recommender training. We find serious negative impacts of noisy implicit feedback,i.e., fitting the noisy data prevents the recommender from learning the actual user preference. Our target is to identify and prune noisy interactions, so as to improve the quality of recommender training. By observing the process of normal recommender training, we find that noisy feedback typically has large loss values in the early stages. Inspired by this observation, we propose a new training strategy namedAdaptive Denoising Training(ADT), which adaptively prunes noisy interactions during training. Specifically, we devise two paradigms for adaptive loss formulation: Truncated Loss that discards the large-loss samples with a dynamic threshold in each iteration; and reweighted Loss that adaptively lowers the weight of large-loss samples. We instantiate the two paradigms on the widely used binary cross-entropy loss and test the proposed ADT strategies on three representative recommenders. Extensive experiments on three benchmarks demonstrate that ADT significantly improves the quality of recommendation over normal training.